scientific article; zbMATH DE number 3036575

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Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)
A Bridge between geometric measure theory and signal processing: multifractal analysis
Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
Modelling intermittent anomalous diffusion with switching fractional Brownian motion
Almost sure and moment stability properties of fractional order Black-Scholes model
On roughness indices for fractional fields
scientific article; zbMATH DE number 7285388 (Why is no real title available?)
Power Brownian motion
Beta Brownian motion
Inner product spaces of integrands associated to subfractional Brownian motion
Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion
Complex-order scale-invariant operators and self-similar processes
Impulsive stochastic fractional differential equations driven by fractional Brownian motion
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
Ball throwing on spheres
A frequency domain approach to some results on fractional Brownian motion
Stochastic calculus with respect to fractional Brownian motion
How does tempering affect the local and global properties of fractional Brownian motion?
Heterogeneity effect in the statistical analysis of plasma density
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
Generalized Langevin equation with tempered memory kernel
Nonlinear correlations in multifractals: visibility graphs of magnitude and sign series
Tempered fractional calculus
On high-dimensional wavelet eigenanalysis
Fast and exact synthesis of some operator scaling Gaussian random fields
Whitening filter and innovational representation of fractional Brownian motion
Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
Benoît Mandelbrot and fractional Brownian motion
An integrated fractional Fourier transform
On arbitrage and Markovian short rates in fractional bond markets
Dynamical large deviations of the fractional Ornstein-Uhlenbeck process
Electrostatics in fractal geometry: fractional calculus approach
Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
Multi-dimensional fractional Brownian motion in the G-setting
Multi-operator scaling random fields
Effective signal extraction via local polynomial approximation under long-range dependency conditions
Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
Hölder regularity for operator scaling stable random fields
On some generalization of fractional Brownian motions
Stochastic integration for tempered fractional Brownian motion
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Large deviations in testing fractional Ornstein-Uhlenbeck models
Observation time dependent mean first passage time of diffusion and subdiffusion processes
Functional differential equations driven by a fractional Brownian motion
Discriminating Gaussian processes via quadratic form statistics
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
Non-Archimedean white noise, pseudodifferential stochastic equations, and massive Euclidean fields
Whitening filter and innovations representation of self-similar process.
Governing stochastic equation for a self-similar random process
On a class of minimum contrast estimators for fractional stochastic processes and fields
On models and methods for Bayesian time series analysis
Scaling limits of Gaussian vector fields
Approximate helices of continuous iteration semigroups
On infinitely divisible self-similar random fields
Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions
On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
Model-free stochastic processes studied with \(q\)-wavelet-based informational tools
Hausdorff dimension of the graph of the fractional Brownian sheet
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility
Weird Brownian motion
Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
Tempered fractional Brownian and stable motions of second kind
On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
Perfect cocycles through stochastic differential equations
Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
Characterization of self-similar processes with stationary increments
Tempered Hermite process
Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
Fractional electrostatic equations in fractal composite structures
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
An extension of the standard multifractional Brownian motion
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Method for estimating the Hurst exponent of fractional Brownian motion
Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion
Fractional Brownian motion approximation based on fractional integration of a white noise
Cramèr-Rao bounds for fractional Brownian motions
Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process
Estimation of the drift of fractional Brownian motion
scientific article; zbMATH DE number 7049505 (Why is no real title available?)
A series expansion of fractional Brownian motion
On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensions
A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
A general framework for simulation of fractional fields
Stochastic calculus with respect to Gaussian processes
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
Fractional Gaussian fields: a survey
Complex network approach to fractional time series

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